Luca Vincenzo Ballestra, Liliana Cecere. A fast numerical method to price American options under the Bates model. Computers & Mathematics with Applications, 72(5):1305-1319, 2016. [doi]
@article{BallestraC16,
title = {A fast numerical method to price American options under the Bates model},
author = {Luca Vincenzo Ballestra and Liliana Cecere},
year = {2016},
doi = {10.1016/j.camwa.2016.06.041},
url = {http://dx.doi.org/10.1016/j.camwa.2016.06.041},
researchr = {https://researchr.org/publication/BallestraC16},
cites = {0},
citedby = {0},
journal = {Computers & Mathematics with Applications},
volume = {72},
number = {5},
pages = {1305-1319},
}